/// <summary>
/// Calculate number of candles in a time range
/// </summary>
/// <param name="granularity">Granularity of the candles</param>
/// <param name="from">The from date</param>
/// <param name="to">The to date</param>
/// <returns></returns>
public static double GetNumberOfCandlesForTimeRange(this CandlestickGranularity granularity, DateTime from, DateTime to)
{
// Always convert dates to UTC when working with Oanda
from = from.ToUniversalTime();
to = to.ToUniversalTime();
// Check not to enter endless loops
if (from > to)
{
throw new ArgumentException("The 'to' time cannot be before the 'to' time.");
}
// Return the number of candles
return((to - from).TotalSeconds / granularity.GetInSeconds());
}
/// <summary>
/// Explode a datetime range to multiple to fit in to Oanda API limitation
/// </summary>
/// <param name="granularity"></param>
/// <param name="from"></param>
/// <param name="to"></param>
/// <returns></returns>
public static IEnumerable <DateTimeRange> ExplodeToMultipleCandleRanges(this CandlestickGranularity granularity, DateTime from, DateTime to)
{
// Always convert dates to UTC when working with Oanda
from = from.ToUniversalTime();
to = to.ToUniversalTime();
// Make the timerange calulation
var numberOfCandles = granularity.GetNumberOfCandlesForTimeRange(from, to);
var numberOfQueries = Math.Ceiling(numberOfCandles / OANDA_MAX_CANDLES);
var candleRanges = new List <DateTimeRange>();
for (var i = 0; i <= (numberOfQueries - 1); i++)
{
candleRanges.Add(new DateTimeRange()
{
From = from.AddSeconds(i * OANDA_MAX_CANDLES * granularity.GetInSeconds()),
To = (i == (numberOfQueries - 1)) ? to : from.AddSeconds(((i + 1) * OANDA_MAX_CANDLES * granularity.GetInSeconds()) - 1)
});
}
// Return the tim ranges created
return(candleRanges);
}
